+506.7%
CIEN vs ZETA
+343.0%
+163.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.8% | +8.1% | +6.6% |
| 7D | -5.3% | -2.4% | -2.8% | -5.1% |
| 30D | -17.2% | +15.6% | -32.8% | -19.3% |
| 3M | -26.9% | +41.5% | -68.4% | -31.4% |
| 6M | +16.0% | +63.4% | -47.4% | +5.2% |
| YTD | +45.9% | +51.3% | -5.4% | +32.8% |
| 1Y | +186.8% | +65.8% | +121.0% | +155.5% |
| 3Y | +607.8% | +279.2% | +328.6% | +419.4% |
| 5Y | +506.7% | +341.8% | +165.0% | +323.3% |
| All | +506.7% | +343.0% | +163.7% | +323.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ZETA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling